Access Statistics for Venus Khim-Sen Liew

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Non-parametric Bootstrap Simulation Study in ESTAR (1) Model 0 2 4 296 8 21 44 1,436
A complementary test for ADF test with an application to the exchange rates returns 0 1 9 223 4 11 76 1,194
An Empirical Investigation of Purchasing Power Parity for a Transition Economy - Cambodia 0 1 4 29 1 4 22 79
Are Asian Real Exchange Rates Stationary? 0 1 5 401 2 10 40 975
Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets 0 1 1 191 1 3 14 553
CAUSAL RELATIONSHIPS BETWEEN EXCHANGE RATES AND STOCK PRICES IN MALAYSIA AND THAILAND DURING THE 1997 CURRENCY CRISIS TURMOIL 1 3 14 872 8 17 56 2,408
Calendar anomalies in the Malaysian stock market 1 1 8 330 2 6 23 1,010
Day-of-the-week effects in selected East Asian stock markets 8 15 42 153 19 42 136 427
Does Fisher hypothesis hold for the East Asian Economies? an application of panel unit root tests 0 1 7 45 2 4 33 118
Does Hysteresis in Unemployment Occur in OECD Countries? Evidence from Parametric and Non-Parametric Panel Unit Roots Tests 0 0 5 80 2 5 30 236
Early warning indicator of economic vulnerability 0 5 24 74 3 17 59 107
Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria 0 0 0 0 0 1 5 312
Effects of STAR and TAR types nonlinearities on order selection criteria 0 0 4 208 1 2 16 710
Exchange Rate and Trade Balance Relationship: The Experience of ASEAN Countries 5 9 56 2,106 14 48 248 7,073
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 2 6 269 2 8 41 1,163
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 0 3 300 6 11 36 1,569
Exchange Rates Forecasting Model: An Alternative Estimation Procedure 0 4 21 1,648 4 18 93 4,312
Export-led Growth Hypothesis in Malaysia: An Application of Two- Stage Least Square Technique 3 5 19 1,168 6 14 72 3,156
Financial Development and Economic Growth in Malaysia: The Stock Market Perspective 3 10 94 2,877 22 53 320 10,244
Fisher hypothesis: East Asian evidence from panel unit root tests 0 1 2 91 2 4 15 183
Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions 0 0 5 415 2 4 40 1,318
Forecasting malaysian business cycle movement: empirical evidence from composite leading indicator 4 7 40 106 17 49 239 445
Forecasting performance of Logistic STAR exchange rate model: The original and reparameterised versions 0 0 3 90 2 3 45 500
GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market 4 10 27 446 9 23 92 1,402
How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models 0 0 2 182 1 2 16 858
Income convergence: fresh evidence from the Nordic countries 0 0 3 42 0 1 19 123
Income convergence? Evidence of non-linearity in the East Asian Economies: A comment 0 0 2 87 0 3 27 237
International Diversification Benefits in ASEAN Stock Markets: a Revisit 1 2 4 563 2 5 32 2,126
Is Money Neutral In Stock Market? The Case of Malaysia 1 1 3 53 2 7 32 148
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 0 0 2 70 1 5 25 184
Linearity and stationarity of G7 government bond returns 0 0 1 13 1 2 23 61
Linearity and stationarity of South Asian real exchange rates 0 0 3 93 1 2 20 238
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries 0 0 7 70 4 5 42 189
Macroeconomic Determinants of Direct Investment Abroad of Singapore 0 1 7 7 5 11 37 37
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 1 3 22 168 5 11 69 425
Monetary exchange rate model: supportive evidence from nonlinear testing procedures 0 0 5 115 1 2 12 281
Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5 0 0 2 199 1 3 13 468
ON THE FORECASTABILITY OF ASEAN-5 STOCK MARKETS RETURNS USING TIME SERIES MODELS 0 1 3 477 0 3 19 1,070
On Autoregressive Order Selection Criteria 1 2 16 590 5 8 70 1,618
On Singaporean Dollar and Purchasing Power Parity 1 2 3 235 8 15 33 1,509
On Singaporean Dollar and Purchasing Power Parity 2 2 3 93 4 7 32 525
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 0 2 161 6 11 51 1,542
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 0 1 266 5 9 32 1,819
Purchasing Power Parity (PPP) in a Transition Economy - Cambodia: Empirical Evidence from Bilateral Exchange Rates 0 1 2 43 1 10 24 142
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 1 4 4 1 3 22 22
Real interest rate parity: evidence from East Asian economies relative to China 2 2 3 175 7 15 36 541
Real interest rates equalization: The case of Malaysia and Singapore 0 0 6 201 3 8 41 984
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 0 0 14 68 7 12 57 210
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 2 4 19 82 14 22 73 274
Testing for Non-Linearity in ASEAN Financial Markets 0 2 4 275 1 6 18 690
Testing nonlinear convergence in Malaysia,1965-2003 0 0 1 58 0 2 18 142
The Performance of AICC as an Order Selection Criterion in ARMA Time Series Models 0 2 8 392 5 15 60 1,347
The Predictability of ASEAN-5 Exchange Rates 0 1 6 354 0 5 29 994
The Validity of PPP Revisited: An Application of Non-linear Unit Root Test 0 0 5 296 3 4 33 756
The real interest rate differential: international evidence based on nonlinear unit root tests 0 0 7 164 1 5 44 644
Time series modelling and forecasting of Sarawak black pepper price 1 3 9 145 3 19 63 691
Value Creation and Long Term Performance of Hong Kong Spinoffs 0 0 0 0 1 3 7 213
Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange 1 5 34 1,569 14 45 192 7,305
Total Working Papers 42 114 616 19,728 252 664 3,116 69,343


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An empirical investigation of purchasing power parity for a transition economy - Cambodia 1 1 6 58 4 6 35 171
Applied International Business Conference 2008 0 0 0 0 0 1 8 8
Are Asian real exchange rates stationary? 0 0 2 123 2 6 21 378
Are Sectoral Outputs in Pakistan Led by Energy Consumption? 1 9 24 44 3 16 55 109
Assessing the Forecastibility of ESTAR Model: Some Evidence from Ringgit/Yen Rate 0 0 0 0 1 3 16 261
Asymmetry dynamics in real exchange rates: New results on East Asian currencies 0 1 4 22 4 6 21 58
Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors 3 5 11 11 12 29 78 78
Day-of-the-week effects in Selected East Asian stock markets 1 1 6 6 3 6 29 29
Does Fisher Hypothesis Hold for the East Asian Economies? An Application of Panel Unit Root Tests 0 2 3 25 1 4 11 55
Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model 1 1 2 2 3 10 21 21
Estimation of the Autoregressive Order in the Presence of Measurement Errors 1 1 4 4 3 5 14 14
Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia 0 0 4 4 2 6 22 22
Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models 1 1 5 217 4 6 22 676
Impact of foreign direct investment volatility on economic growth of asean-5 countries 5 13 42 219 13 33 132 490
Income Divergence? Evidence of Non-linearity in the East Asian Economies 2 2 3 3 6 7 15 15
Income convergence: fresh evidence from the Nordic countries 0 0 0 14 1 3 18 56
India-ASEAN-5 Economic Integration: Impact of Liberalization 0 0 0 0 1 3 21 510
International Conference in Economics and Finance 2005 (ICEF 2005) 0 0 0 0 1 3 7 7
Is There Any International Diversification Benefits in ASEAN Stock Markets? 1 2 7 66 4 9 46 232
Is money neutral in stock market? The case of Malaysia 1 2 10 73 4 9 48 218
Is there a nonlinear long-run relation in the U.S. interest rate and inflation? 2 4 34 45 7 20 86 106
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 1 1 5 36 1 8 37 123
Linearity and Stationarity of South Asian Real Exchange Rates 0 0 0 0 2 3 15 90
Linearity and stationarity of G7 government bond returns 1 1 4 34 2 5 35 108
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries 1 3 7 16 3 6 27 74
MONEY DEMAND IN MALAYSIA: FURTHER EMPIRICAL EVIDENCE 0 0 0 7 3 13 59 581
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 0 0 1 50 1 3 19 118
NEW EVIDENCE ON THE OUTPUT-INFLATION TRADE-OFF FROM ASEAN-5 ECONOMIES 0 0 0 0 3 5 16 226
Non-linearities in Real Interest Rate Parity: Evidence from OECD and Asian Developing Economies 0 2 4 16 2 7 24 60
Nonlinear Adjustment of ASEAN-5 Real Exchange Rates: Symmetrical or Asymmetrical? 0 0 4 4 3 6 21 21
Nonlinear Adjustment towards Purchasing Power Parity in ASEAN Exchange Rates 0 0 0 0 2 5 24 307
Nonlinear mean reversion in stock prices: evidence from Asian markets 0 1 3 84 1 6 19 273
On the application of the rank tests for nonlinear cointegration to PPP: The case of Papua New Guinea 0 1 12 14 3 6 42 54
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 1 2 29 0 2 11 115
Real Interest Rates Equalization: The Case of Malaysia and Singapore 0 0 0 4 2 4 18 302
Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective 0 0 0 30 1 3 14 98
Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests 4 7 15 94 7 16 46 226
THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON-LINEAR UNIT ROOT TESTS 0 0 3 49 2 4 28 191
The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies 0 0 7 131 4 8 32 565
Time series test of nonlinear convergence and transitional dynamics 0 0 3 50 2 5 18 137
Which Lag Length Selection Criteria Should We Employ? 18 31 61 61 68 131 268 268
Total Journal Articles 45 93 298 1,645 191 437 1,499 7,451


Statistics updated 2014-04-04